BNP Paribas Call 80 NOVN 19.12.20.../  DE000PC394G4  /

EUWAX
24/06/2024  10:03:22 Chg.+0.03 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
1.82EUR +1.68% -
Bid Size: -
-
Ask Size: -
NOVARTIS N 80.00 CHF 19/12/2025 Call
 

Master data

WKN: PC394G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NOVARTIS N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.56
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 1.42
Implied volatility: -
Historic volatility: 0.19
Parity: 1.42
Time value: 0.34
Break-even: 101.26
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+22.97%
3 Months  
+55.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.69
1M High / 1M Low: 1.81 1.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -